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arXiv · 1504.04100

Testing Composite Null Hypothesis Based on $S$-Divergences

Abhik Ghosh·Ayanendranath Basu
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Abstract

We present a robust test for composite null hypothesis based on the general $S$-divergence family. This requires a non-trivial extension of the results of Ghosh et al.~(2015). We derive the asymptotic and theoretical robustness properties of the resulting test along with the properties of the minimum $S$-divergence estimators under parameter restrictions imposed by the null hypothesis. An illustration in the context of the normal model is also presented.

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Abhik Ghosh, Ayanendranath Basu. 2015-04-16. Testing Composite Null Hypothesis Based on $S$-Divergences. https://doi.org/10.1016/j.spl.2016.02.007

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